global: snapshot

crates/brk_computer/src/market/ath/compute.rs

@@ -3,7 +3,7 @@ use brk_types::StoredU16;
 use vecdb::{Exit, ReadableVec, VecIndex};
 
 use super::Vecs;
-use crate::{ComputeIndexes, prices};
+use crate::{ComputeIndexes, prices, traits::ComputeDrawdown};
 
 impl Vecs {
     pub(crate) fn compute(
@@ -63,6 +63,13 @@ impl Vecs {
             exit,
         )?;
 
+        self.price_drawdown.height.compute_drawdown(
+            starting_indexes.height,
+            &prices.price.usd.height,
+            &self.price_ath.usd.height,
+            exit,
+        )?;
+
         Ok(())
     }
 }

crates/brk_computer/src/market/indicators/compute.rs

@@ -43,7 +43,7 @@ impl Vecs {
                 |(h, close, low, high, ..)| {
                     let range = *high - *low;
                     let stoch = if range == 0.0 {
-                        StoredF32::from(50.0)
+                        StoredF32::NAN
                     } else {
                         StoredF32::from(((*close - *low) / range * 100.0) as f32)
                     };

crates/brk_computer/src/market/indicators/rsi.rs

@@ -72,7 +72,7 @@ pub(super) fn compute(
         .map(|((r, mn), mx)| {
             let range = mx - mn;
             if range == 0.0 {
-                50.0
+                f32::NAN
             } else {
                 (r - mn) / range * 100.0
             }

crates/brk_computer/src/market/indicators/smoothing.rs

@@ -26,11 +26,7 @@ pub(super) fn compute_ema(source: &[f32], period: usize) -> Vec<f32> {
     for (i, &val) in source.iter().enumerate() {
         if i < period {
             sum += val;
-            if i == period - 1 {
-                result.push(sum / period as f32);
-            } else {
-                result.push(val);
-            }
+            result.push(sum / (i + 1) as f32);
         } else {
             let prev = result[i - 1];
             result.push(val * k + prev * (1.0 - k));

crates/brk_computer/src/market/range/compute.rs

@@ -102,18 +102,18 @@ impl Vecs {
             exit,
         )?;
 
-        // Choppiness index: 100 * log10(tr_2w_sum / (price_2w_max - price_2w_min)) / log10(14)
-        let log10n = 14.0f32.log10();
-        self.price_2w_choppiness_index.height.compute_transform3(
+        self.price_2w_choppiness_index.height.compute_transform4(
             starting_indexes.height,
             &self.price_true_range_2w_sum.height,
             &self.price_2w_max.usd.height,
             &self.price_2w_min.usd.height,
-            |(h, tr_sum, max, min, ..)| {
+            &blocks.count.height_2w_ago,
+            |(h, tr_sum, max, min, window_start, ..)| {
                 let range = *max - *min;
-                let ci = if range > 0.0 {
+                let n = (h.to_usize() - window_start.to_usize() + 1) as f32;
+                let ci = if range > 0.0 && n > 1.0 {
                     StoredF32::from(
-                        100.0 * (*tr_sum / range as f32).log10() / log10n,
+                        100.0 * (*tr_sum / range as f32).log10() / n.log10(),
                     )
                 } else {
                     StoredF32::NAN